My wife and I decided to dress up for the release of the Avengers movie earlier this year. Considering the fact that I had been growing my hair out and that I had a beard we thought it appropriate for me to go as Thor. I started by making Thor's hammer Mjolnir, which you can see here: How to Make the Hammer of Thor.
After I finished the hammer my wife helped me finish the rest of the costume. Unfortunately I didn't get a whole lot of pictures but I will try to fill the details in by explaining each step really well.
Step 1: Supplies
The chest piece was attached to a piece that I termed "the yoke" because I didn't know what else to call it. It was kind of like a huge collar. For that piece I used cardboard and black spray paint.
The cape was made from a red bed sheet. I recommend this because it's already nicely hemmed, and it's a pretty cheap way to buy several yards of fabric.
The wrist bands were made from scraps that I cut from the bed sheet and were held on using leather straps.
For the boots I made spats out of pleather and attached them to boots I already had.
For the rest I just wore blue jeans and a black muscle shirt.
The tools you'll need to do it the way I did it are a hot glue gun and plenty of glue sticks, a pair of scissors, a stapler, and a utility knife.